+20.9%
ECHO vs TROW
+4.9%
+16.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.0% |
| 7D | +3.7% | -3.2% | +6.9% | +5.4% |
| 30D | +0.7% | -4.6% | +5.3% | +3.0% |
| 3M | -27.3% | -0.7% | -26.7% | -27.4% |
| 6M | -17.0% | +22.2% | -39.2% | -25.0% |
| YTD | -14.3% | +6.6% | -20.9% | -16.6% |
| 1Y | +20.9% | +5.8% | +15.1% | +18.5% |
| All | +20.9% | +4.9% | +16.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling